+108.7%
EWY vs CNP
+75.8%
+32.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.3% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -13.1% | +5.0% | -18.2% | -14.0% |
| 3M | -11.6% | +2.7% | -14.3% | -12.1% |
| 6M | -23.4% | -1.9% | -21.5% | -23.5% |
| YTD | +52.0% | +8.8% | +43.3% | +47.1% |
| 1Y | +58.6% | +5.6% | +52.9% | +54.7% |
| 3Y | +163.3% | +63.2% | +100.1% | +120.8% |
| 5Y | +108.7% | +73.8% | +34.9% | +70.4% |
| All | +108.7% | +75.8% | +32.9% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling